GLENMEDE TRUST CO NA
SEC Form 13F institutional filer · CIK 0000314949
13F-HR · 500 reported holdings · 2026-03-31
Glenmede Trust Co NA is a bank.
Reported long-US-equity value
$16.48B
Top-10 concentration
35.5%
GLENMEDE TRUST CO NA — $16.5B AUM allocation strategy
GLENMEDE TRUST CO NA files SEC Form 13F and reports $16.5B of long US equity value across 500 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 12.3%, followed by Communication Services 4.1% and Health Care 3.7%.
The top 10 holdings account for 35% of reported value — a broadly spread portfolio. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
GLENMEDE TRUST CO NA — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$16.5B
total across 500 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
35% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IWM +500K sh · +$46.5M+$HST +417K sh · +$8.06M+$TTD +389K sh · +$8.23M
Biggest trims (shares)
−$GEN −513K sh · −$14.4M−$NTAP −343K sh · −$37.5M−$PYPL −228K sh · −$16.3M
Exited to nil (held last quarter, gone now)
$ZBRA ($345K last qtr)$COO ($229K last qtr)$XYZ ($229K last qtr)$SOLV ($209K last qtr)
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Technology Hardware, Storage & Peripherals5.2%—
- Interactive Media & Services4.1%—
- Pharmaceuticals3.7%—
- Systems Software3.5%—
- Integrated Oil & Gas2.4%—
- Diversified Banks2.0%—
- Semiconductors1.5%—
- Broadline Retail1.5%—
- Other holdings76.0%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 3.4M | $863M | +66K | 5.2% |
| $MSFT | Microsoft Corporation | 1.54M | $570M | -17.3K | 3.5% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 1.25M | $358M | -25.6K | 2.2% |
| $JNJ | Johnson & Johnson | 1.38M | $338M | -20.7K | 2.1% |
| $JPM | JP Morgan Chase & Co | 1.15M | $338M | -13.6K | 2.0% |
| $GOOGL | Alphabet Inc | 1.12M | $322M | -71.9K | 2.0% |
…and 494 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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